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[ascl:1804.010] SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

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